+12.5%
FN vs INCY
+45.3%
-32.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | -1.7% | +1.9% | -3.6% | -2.2% |
| 30D | -22.0% | +5.8% | -27.8% | -23.1% |
| 3M | -43.0% | +25.2% | -68.2% | -48.0% |
| 6M | -27.7% | +28.2% | -56.0% | -35.1% |
| YTD | -10.5% | +28.3% | -38.8% | -18.9% |
| 1Y | +12.5% | +48.3% | -35.9% | -4.7% |
| All | +12.5% | +45.3% | -32.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling